private void ConnectToIB()
{
DisposeIBClient();
logger.Info("Rebuilding IBClient");
if (client != null)
client.Dispose();
client = new IBClient();
Thread.Sleep(1000);
logger.Info("IBClient Rebuilt");
//client.ThrowExceptions = true;
int retryCt = 5;
while (!client.Connected)
{
if ((retryCt--) <= 0)
{
logger.Info("Tried to reconnect 5 times going to try re-creating the client...");
return;
}
if (terminateRequested)
ShutdownRecorder();
try
{
//int clientID = (new Random()).Next(0, 2000);
logger.Info("Connecting to TWS Interactive brokers with host "+ settings.IBHostToConnectTo
+ " on port " + settings.IBPortToConnectTo + "..." +"(Try " + (4-retryCt) + " of 5)" );
client.Connect(settings.IBHostToConnectTo, settings.IBPortToConnectTo, 1);
logger.Info("Connection initiated, requesting data");
Thread.Sleep(2000);
client.RequestIds(1);
Thread.Sleep(2000);
}
catch (Exception ex)
{
logger.Info("IB Connecting Exception: " + ex.Message);
if (terminateRequested) // changed: 2004-1-28
ShutdownRecorder();
Thread.Sleep(3000);
}
}
logger.Info("TWS Client Connected is now true.");
Thread.Sleep(2000);
logger.Info("Connected to TWS server version {0} at {1}.", client.ServerVersion, client.TwsConnectionTime);
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
//client.UpdateMarketDepth += new EventHandler<UpdateMarketDepthEventArgs>(client_UpdateMarketDepth);
//client.UpdateMarketDepthL2 += new EventHandler<UpdateMarketDepthL2EventArgs>(client_UpdateMarketDepthL2);
//// client.TickString += new EventHandler<TickStringEventArgs>(client_TickString); // nothing of value that I see
//client.TickGeneric += new EventHandler<TickGenericEventArgs>(client_TickGeneric);
//client.TickEfp += new EventHandler<TickEfpEventArgs>(client_TickEfp);
//client.FundamentalData += new EventHandler<FundamentalDetailsEventArgs>(client_FundamentalData);
//client.ContractDetails += new EventHandler<ContractDetailsEventArgs>(client_ContractDetails);
//client.RequestNewsBulletins(false);
/////////// Register the list of symbols for TWS ///////////
string listToEcho = "";
for (int s = 0; s < symbols.Count(); s++)
{
string name = symbols[s].Symbol.Trim();
Contract item = new Contract(name, symbols[s].Market, symbols[s].securityType, "USD");
client.RequestMarketData(symbols[s].SymbolID, item, null, false, false);
// Examples..
//axTws1.reqMktData(curID++, symbols[s], "STK", "", 0, "", "", "SMART", "ISLAND", "USD", "", 0);
//client.RequestMarketDepth(symbol.SymbolID, item, 10);
//client.RequestContractDetails(symbol.SymbolID, item);
//client.RequestFundamentalData(symbol.SymbolID, item, "Estimates");
//client.RequestFundamentalData(symbol.SymbolID, item, "Financial Statements");
//client.RequestFundamentalData(symbol.SymbolID, item, "Summary");
listToEcho += ", " + name;
}
logger.Debug("Symbols: {0}", listToEcho);
//(NowString() + ": Symbols: " + listToEcho).Log();
}
/// <summary>
/// The main entry point for the application.
/// </summary>
//[STAThread]
static void Main(string[] args)
{
client = new IBClient();
client.ThrowExceptions = true;
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
client.NextValidId += client_NextValidId;
client.UpdateMarketDepth += client_UpdateMktDepth;
client.RealTimeBar += client_RealTimeBar;
client.OrderStatus += client_OrderStatus;
client.ExecDetails += client_ExecDetails;
Console.WriteLine("Connecting to IB.");
client.Connect("127.0.0.1", 7496, 0);
TF = new Contract("TF", "NYBOT", SecurityType.Future, "USD", "200909");
YmEcbot = new Contract("YM", "ECBOT", SecurityType.Future, "USD", "200909");
ES = new Contract("ES", "GLOBEX", SecurityType.Future, "USD", "200909");
SPY = new Contract("SPY", "GLOBEX", SecurityType.Future, "USD", "200909");
ZN = new Contract("ZN", "ECBOT", SecurityType.Future, "USD", "200909");
ZB = new Contract("ZB", "ECBOT", SecurityType.Future, "USD", "200909");
ZT = new Contract("ZT", "ECBOT", SecurityType.Future, "USD", "200909");
AAPL = new Contract("ZF", "ECBOT", SecurityType.Future, "USD", "200909");
//TickNasdaq = new Contract("TICK-NASD", "NASDAQ", SecurityType.Index, "USD");
//VolNasdaq = new Contract("VOL-NASD", "NASDAQ", SecurityType.Index, "USD");
//AdNasdaq = new Contract("AD-NASD", "NASDAQ", SecurityType.Index, "USD");
//TickNyse = new Contract("TICK-NYSE", "NYSE", SecurityType.Index, "USD");
//VolNyse = new Contract("VOL-NYSE", "NYSE", SecurityType.Index, "USD");
//AdNyse = new Contract("AD-NYSE", "NYSE", SecurityType.Index, "USD");
//New Contract Creation Features
Equity Google = new Equity("GOOG");
client.RequestMarketData(14, Google, null, false, false);
client.RequestMarketDepth(15, Google, 5);
client.RequestRealTimeBars(16, Google, 5, RealTimeBarType.Trades, false);
Order BuyContract = new Order();
BuyContract.Action = ActionSide.Sell;
BuyContract.OutsideRth = false;
BuyContract.LimitPrice = 560;
BuyContract.OrderType = OrderType.Market;
BuyContract.TotalQuantity = 1;
BuyContract.AuxPrice = 560;
client.PlaceOrder(NextOrderId, Google, BuyContract);
client.RequestIds(1);
client.RequestExecutions(34, new ExecutionFilter());
client.RequestAllOpenOrders();
//Application.EnableVisualStyles();
//Application.SetCompatibleTextRenderingDefault(false);
//Application.Run(new Form1());
while (true)
{
Thread.Sleep(100);
}
}
private void ConnectToIB()
{
DisposeIBClient();
logger.Info("Rebuilding IBClient");
if (client != null)
{
client.Dispose();
}
client = new IBClient();
Thread.Sleep(1000);
logger.Info("IBClient Rebuilt");
//client.ThrowExceptions = true;
int retryCt = 5;
while (!client.Connected)
{
if ((retryCt--) <= 0)
{
logger.Info("Tried to reconnect 5 times going to try re-creating the client...");
return;
}
if (terminateRequested)
{
ShutdownRecorder();
}
try
{
//int clientID = (new Random()).Next(0, 2000);
logger.Info("Connecting to TWS Interactive brokers on port 7496..." + "(Try " + (4 - retryCt) + " of 5)");
client.Connect(settings.IBHostToConnectTo, settings.IBPortToConnectTo, 1);
logger.Info("Connection initiated, requesting data");
Thread.Sleep(2000);
client.RequestIds(1);
Thread.Sleep(2000);
}
catch (Exception ex)
{
logger.Info("IB Connecting Exception: " + ex.Message);
if (terminateRequested) // changed: 2004-1-28
{
ShutdownRecorder();
}
Thread.Sleep(3000);
}
}
logger.Info("TWS Client Connected is now true.");
Thread.Sleep(2000);
logger.Info("Connected to TWS server version {0} at {1}.", client.ServerVersion, client.TwsConnectionTime);
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
//client.UpdateMarketDepth += new EventHandler<UpdateMarketDepthEventArgs>(client_UpdateMarketDepth);
//client.UpdateMarketDepthL2 += new EventHandler<UpdateMarketDepthL2EventArgs>(client_UpdateMarketDepthL2);
//// client.TickString += new EventHandler<TickStringEventArgs>(client_TickString); // nothing of value that I see
//client.TickGeneric += new EventHandler<TickGenericEventArgs>(client_TickGeneric);
//client.TickEfp += new EventHandler<TickEfpEventArgs>(client_TickEfp);
//client.FundamentalData += new EventHandler<FundamentalDetailsEventArgs>(client_FundamentalData);
//client.ContractDetails += new EventHandler<ContractDetailsEventArgs>(client_ContractDetails);
/////////// Register the list of symbols for TWS ///////////
string listToEcho = "";
for (int s = 0; s < symbols.Count(); s++)
{
string name = symbols[s].Symbol.Trim();
Contract item = new Contract(name, symbols[s].Market, symbols[s].securityType, "USD");
client.RequestMarketData(symbols[s].SymbolID, item, null, false, false);
// Examples..
//axTws1.reqMktData(curID++, symbols[s], "STK", "", 0, "", "", "SMART", "ISLAND", "USD", "", 0);
//client.RequestMarketDepth(s, item, 10);
//client.RequestContractDetails(s, item);
//client.RequestFundamentalData(s, item, "Estimates");
//client.RequestFundamentalData(s, item, "Financial Statements");
//client.RequestFundamentalData(s, item, "Summary");
//client.RequestNewsBulletins(false);
listToEcho += ", " + name;
}
logger.Debug("Symbols: {0}", listToEcho);
//(NowString() + ": Symbols: " + listToEcho).Log();
}
